Showing 1 - 2 of 2
In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … inference procedures are also more powerful than the structured projection methods, which rely upon building confidence sets for …
Persistent link: https://www.econbiz.de/10010604307
This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities. Building on results from the literature on multivariate one-sided tests, I show how to test the hypothesis that any particular parameter value is...
Persistent link: https://www.econbiz.de/10005509548